+307.4%
IVV vs SPG
+117.2%
+190.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.6% | +5.6% | -6.2% | -2.0% |
| 30D | -3.7% | +17.6% | -21.2% | -7.7% |
| 3M | -2.7% | +7.5% | -10.2% | -4.6% |
| 6M | +2.2% | +18.5% | -16.3% | -2.5% |
| YTD | +10.9% | +30.9% | -20.0% | +2.9% |
| 1Y | +11.3% | +34.1% | -22.8% | +2.6% |
| 3Y | +76.9% | +135.5% | -58.6% | +40.3% |
| 5Y | +73.5% | +86.5% | -13.1% | +43.3% |
| 10Y | +307.4% | +116.1% | +191.3% | +226.0% |
| All | +307.4% | +117.2% | +190.2% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling